+2,723.0%
VRT vs MAR
+184.0%
+2,539.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -4.2% | +13.3% | +11.7% |
| 30D | +0.9% | -6.7% | +7.6% | +4.8% |
| 3M | -13.4% | -12.5% | -0.9% | -7.8% |
| 6M | +11.7% | +0.6% | +11.1% | +9.7% |
| YTD | +73.2% | +9.1% | +64.1% | +61.3% |
| 1Y | +123.4% | +26.2% | +97.2% | +89.1% |
| 3Y | +606.2% | +68.2% | +538.0% | +416.0% |
| 5Y | +899.9% | +163.9% | +736.0% | +497.1% |
| All | +2,723.0% | +184.0% | +2,539.0% | +1,248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling